Zhun Gou

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
An accelerated preconditioned primal-dual gradient algorithm for structured nonconvex optimization problems
Communications in Nonlinear Science and Numerical Simulation
2026-01-15Paper
Linear-quadratic graphon mean field games with common noise
SIAM Journal on Control and Optimization
2025-10-10Paper
Social optima in linear quadratic graphon field control: analysis via infinite dimensional approach
Journal of Nonlinear and Variational Analysis
2025-07-07Paper
Stochastic linear-quadratic control problems with affine constraints
Systems & Control Letters
2024-08-21Paper
Consumption and portfolio optimization solvable problems with recursive preferences2023-07-30Paper
A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time
International Journal of Control
2023-06-26Paper
Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications
Communications in Nonlinear Science and Numerical Simulation
2023-06-09Paper
scientific article; zbMATH DE number 7652689 (Why is no real title available?)2023-02-10Paper
Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients
Stochastics
2022-07-05Paper
A stochastic optimal control problem governed by SPDEs via a spatial-temporal interaction operator
Mathematical Control and Related Fields
2021-11-15Paper
Set-valued Ito's formula with an application to the general set-valued backward stochastic differential equation2021-02-06Paper
Optimal Control Problems Governed by MFSDEs with multi-defaults
(available as arXiv preprint)
N/APaper
Stochastic Linear-quadratic Control Problems with Affine Constraints
(available as arXiv preprint)
N/APaper
Linear-Quadratic Graphon Mean Field Games with Common Noise
(available as arXiv preprint)
N/APaper


Research outcomes over time


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